Simple Moon Phases Strategy by Dustin_D_RLT
By Dustin_D_RLT
Performance Metrics
- Author: Dustin_D_RLT
- Symbol: AMEX:SPY
- Timeframe: 1 day
- Net P&L: +70,740.74 USD (+69.50%)
- Win Rate: 63.8%
- Profit Factor: 1.788
- Max Drawdown: 32,521.83 USD (21.10%)
- Total Trades: 80
- Sharpe Ratio: 0.17
Description
Simple Moon Phases StrategyThis strategy is very basic and needs some filters to improve results. It was created to test the Moon Phase theory compared to just a buy and hold strategy and it did not beat the buy and hold. However, if you flip the entry and exit signals to the opposite signals it performs a lot worse, so there might be some validity to the Moon Phases having an effect on the markets. I might try to add some filters and increase hold times with trailing stops in a separate version.WARNING: This strategy uses hard-coded dates from 1/1/2015 until 12/31/2021 only! Any dates outside of that range need to be added manually in the code or it will not work. I may or may not update this so please don't be upset if it stops working after 12/31/2021.Feel free to use any part of this code and please let me know if you can improve on this strategy.